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⇱ Bayesian Statistics: Techniques and Models | Coursera


Bayesian Statistics: Techniques and Models

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Bayesian Statistics: Techniques and Models

This course is part of Bayesian Statistics Specialization

Instructor: Matthew Heiner

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58,407 already enrolled

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Gain insight into a topic and learn the fundamentals.
4.8

497 reviews

Intermediate level
Some related experience required
Flexible schedule
3 weeks at 10 hours a week
Learn at your own pace
94%
Most learners liked this course

Gain insight into a topic and learn the fundamentals.
4.8

497 reviews

Intermediate level
Some related experience required
Flexible schedule
3 weeks at 10 hours a week
Learn at your own pace
94%
Most learners liked this course

What you'll learn

  • Efficiently and effectively communicate the results of data analysis.

  • Use statistical modeling results to draw scientific conclusions.

  • Extend basic statistical models to account for correlated observations using hierarchical models.

Details to know

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Assessments

17 assignments¹

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Taught in English

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This course is part of the Bayesian Statistics Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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  • Gain a foundational understanding of a subject or tool
  • Develop job-relevant skills with hands-on projects
  • Earn a shareable career certificate

There are 5 modules in this course

This is the second of a two-course sequence introducing the fundamentals of Bayesian statistics. It builds on the course Bayesian Statistics: From Concept to Data Analysis, which introduces Bayesian methods through use of simple conjugate models. Real-world data often require more sophisticated models to reach realistic conclusions. This course aims to expand our “Bayesian toolbox” with more general models, and computational techniques to fit them. In particular, we will introduce Markov chain Monte Carlo (MCMC) methods, which allow sampling from posterior distributions that have no analytical solution. We will use the open-source, freely available software R (some experience is assumed, e.g., completing the previous course in R) and JAGS (no experience required). We will learn how to construct, fit, assess, and compare Bayesian statistical models to answer scientific questions involving continuous, binary, and count data. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. The lectures provide some of the basic mathematical development, explanations of the statistical modeling process, and a few basic modeling techniques commonly used by statisticians. Computer demonstrations provide concrete, practical walkthroughs. Completion of this course will give you access to a wide range of Bayesian analytical tools, customizable to your data.

Statistical modeling, Bayesian modeling, Monte Carlo estimation

What's included

11 videos4 readings4 assignments1 discussion prompt

11 videosTotal 99 minutes
  • Course introduction6 minutes
  • Objectives8 minutes
  • Modeling process9 minutes
  • Components of Bayesian models9 minutes
  • Model specification7 minutes
  • Posterior derivation9 minutes
  • Non-conjugate models8 minutes
  • Monte Carlo integration9 minutes
  • Monte Carlo error and marginalization6 minutes
  • Computing examples15 minutes
  • Computing Monte Carlo error14 minutes
4 readingsTotal 23 minutes
  • Module 1 assignments and materials3 minutes
  • Reference: Common probability distributions0 minutes
  • Code for Lesson 30 minutes
  • Markov chains20 minutes
4 assignmentsTotal 95 minutes
  • Lesson 120 minutes
  • Lesson 225 minutes
  • Lesson 330 minutes
  • Markov chains20 minutes
1 discussion promptTotal 15 minutes
  • Statistical modeling process15 minutes

Metropolis-Hastings, Gibbs sampling, assessing convergence

What's included

11 videos7 readings4 assignments

11 videosTotal 129 minutes
  • Algorithm10 minutes
  • Demonstration11 minutes
  • Random walk example, Part 113 minutes
  • Random walk example, Part 217 minutes
  • Download, install, setup4 minutes
  • Model writing, running, and post-processing12 minutes
  • Multiple parameter sampling and full conditional distributions9 minutes
  • Conditionally conjugate prior example with Normal likelihood10 minutes
  • Computing example with Normal likelihood17 minutes
  • Trace plots, autocorrelation17 minutes
  • Multiple chains, burn-in, Gelman-Rubin diagnostic9 minutes
7 readingsTotal 33 minutes
  • Module 2 assignments and materials3 minutes
  • Code for Lesson 40 minutes
  • Alternative MCMC software10 minutes
  • Code from JAGS introduction0 minutes
  • Code for Lesson 510 minutes
  • Autocorrelation10 minutes
  • Code for Lesson 60 minutes
4 assignmentsTotal 115 minutes
  • Lesson 420 minutes
  • Lesson 530 minutes
  • Lesson 620 minutes
  • MCMC45 minutes

Linear regression, ANOVA, logistic regression, multiple factor ANOVA

What's included

11 videos5 readings5 assignments1 discussion prompt

11 videosTotal 131 minutes
  • Introduction to linear regression8 minutes
  • Setup in R9 minutes
  • JAGS model (linear regression)13 minutes
  • Model checking17 minutes
  • Alternative models10 minutes
  • Deviance information criterion (DIC)5 minutes
  • Introduction to ANOVA11 minutes
  • One way model using JAGS19 minutes
  • Introduction to logistic regression6 minutes
  • JAGS model (logistic regression)18 minutes
  • Prediction15 minutes
5 readingsTotal 23 minutes
  • Module 3 assignments and materials3 minutes
  • Code for Lesson 70 minutes
  • Code for Lesson 80 minutes
  • Code for Lesson 90 minutes
  • Multiple factor ANOVA20 minutes
5 assignmentsTotal 165 minutes
  • Lesson 7 Part A30 minutes
  • Lesson 7 Part B30 minutes
  • Lesson 830 minutes
  • Lesson 945 minutes
  • Common models and multiple factor ANOVA30 minutes
1 discussion promptTotal 15 minutes
  • Why linear models?15 minutes

Poisson regression, hierarchical modeling

What's included

10 videos7 readings4 assignments1 discussion prompt

10 videosTotal 106 minutes
  • Introduction to Poisson regression4 minutes
  • JAGS model (Poisson regression)18 minutes
  • Predictive distributions11 minutes
  • Correlated data9 minutes
  • Prior predictive simulation11 minutes
  • JAGS model and model checking (hierarchical modeling)14 minutes
  • Posterior predictive simulation9 minutes
  • Linear regression example8 minutes
  • Linear regression example in JAGS10 minutes
  • Mixture model in JAGS14 minutes
7 readingsTotal 73 minutes
  • Module 4 assignments and materials3 minutes
  • Prior sensitivity analysis20 minutes
  • Code for Lesson 100 minutes
  • Normal hierarchical model20 minutes
  • Applications of hierarchical modeling10 minutes
  • Code and data for Lesson 110 minutes
  • Mixture model introduction, data, and code20 minutes
4 assignmentsTotal 140 minutes
  • Lesson 1040 minutes
  • Lesson 11 Part A40 minutes
  • Lesson 11 Part B30 minutes
  • Predictive distributions and mixture models30 minutes
1 discussion promptTotal 10 minutes
  • Selecting prior distributions10 minutes

Peer-reviewed data analysis project

What's included

1 video1 reading1 peer review

1 videoTotal 2 minutes
  • Course conclusion2 minutes
1 readingTotal 5 minutes
  • Further reading and acknowledgements5 minutes
1 peer reviewTotal 600 minutes
  • Data Analysis Project600 minutes

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Instructor

Instructor ratings
4.9 (87 ratings)

Top Instructor

University of California, Santa Cruz
1 Course58,407 learners

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Showing 3 of 497

RC
·

Reviewed on May 9, 2020

Great course. The instructor provided detailed code examples and clear explanations for model intuitions. The final capstone project is a plus.

EK
·

Reviewed on Dec 13, 2020

A thorough and comprehensive overview of applied Bayesian modelling which will give you the confidence to start applying Bayesian tools in your own work.

ML
·

Reviewed on Nov 30, 2024

Very good instructor, knowledgeable and thorough, touching the right level of details with big picture in mind, and providing practical guide for hands-on Bayesian data analysis.

Frequently asked questions

To access the course materials, assignments and to earn a Certificate, you will need to purchase the Certificate experience when you enroll in a course. You can try a Free Trial instead, or apply for Financial Aid. The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.

When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile.

Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.

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¹ Some assignments in this course are AI-graded. For these assignments, your data will be used in accordance with Coursera's Privacy Notice.